Quant Analyst

Compensation

: $131,650.00 - $131,650.00 /year *

Employment Type

: Full-Time

Industry

: Information Technology



Barclays moves, lends, invests and protects money for customers and clients worldwide. Please visit our website here for more information.Global Quantitative Analytics:The Global Quantitative Analytics group (QA) is responsible for the research, development and implementation of quantitative models across all asset classes (Interest Rates, Credit, Equity, Foreign Exchange, Commodities, Emerging Markets and Counterparty Risk Trading). The group works closely with each business area to understand their requirements and propose solutions to their pricing and risk issues. This group is part of the Risk. There are 200 members of the Quantitative Analytics group globally, located in London, Paris, Hong Kong, Singapore and New York.Overall purpose of role:Participate in the development and maintenance of regulatory and internal risk models including: VaR, IRC, CRM and Regulatory CVA. The area of activities include: theoretical modeling, empirical-testing, historical back-testing, statistical analysis of relevant market data, numerical implementations of analytical modules, model and methodology documentation, provide support for present risk applications and models, provide analytical support to the Risk Managers.Risk and Control Objective: All Barclays colleagues have to ensure that all activities and duties are carried out in full compliance with regulatory requirements, Enterprise Wide Risk Management Framework and internal Barclays Policies and Policy Standards.Your Skills and Qualifications will includeo Basic Qualificationso Masters Degreeo 5 Experience in Risk methodologyo 5 Hands-on Programming skills in Python/R/C /Java/C#o 5 Years financial services experienceo Preferred Qualificationso Experience in developing or validating market risk, or quantitative pricing models, following SR11-7 standardo Detailed knowledge of several financial products in the area of: Interest rate products including exotics, Corporate Bonds and Credit Derivatives, Equities, FX, Commoditieso Analytic skills: financial mathematics, time series, statistical analysis, numerical analysis, etc.o Programming skills: Python/C /Java/C#o Candidate profile: Shows initiative, Good communicator, Team player, Creativeo Hands-on knowledge of: VaR-type models, Statistics, Back office systemsThe Benefits: Our customers deserve the best. The same goes for our employees. That's why at Barclays you'll receive a range of benefits that include a competitive salary and all the tools, technology and support you need to succeed.Our Culture: Everything we do is shaped by the five values of Respect, Integrity, Service, Excellence and Stewardship. The values inform the foundations of our relationships with customers and clients, but they also shape how we measure and reward the performance of our employees. Simply put, success is not just about what you achieve, but about how you achieve it.Dynamic working gives everyone at Barclays the opportunity to integrate professional and personal lives, if you have a need for flexibility then please discuss this with the hiring manager.Barclays is an equal opportunity employer and are opposed to discrimination on any grounds. For more detailed information, please visit our dedicated Diversity and Inclusion site here.EEO statementIt is the policy of Barclays to ensure equal employment opportunity without discrimination or harassment on the basis of race, color, creed, religion, national origin, alienage or citizenship status, age, sex, sexual orientation, gender identity or expression, marital or domestic/civil partnership status, disability, veteran status, genetic information, or any other basis protected by law.Posted by StartWire. Apply now!
Associated topics: chief program officer, cpo, manage, manager, management, monitor, product manager, project manager, relationship manager, task * The salary listed in the header is an estimate based on salary data for similar jobs in the same area. Salary or compensation data found in the job description is accurate.

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